The Daemon/Fulgrim are not literally in the painting.

Fulgrim was pushed to the recesses of the daemons mind when he allowed it to take over, the perception of the painting was how Fulgrim's Psyche communicated with the daemon. In Reflection Crack'd, the two are duelling over the psyche, and you dont find out until the end that Fulgrim has reclaimed his own mind from the daemon, when it talks to him and he gets upset looking at the painting in La Fenice.

I believe that Fulgrim is now in full control, although there is a daemon still present in his head.

I cannot remember what story dealt with daemonic possession and a marine fighting for control over his psyche after being pushed to the back. May have been HH, may have been Bleach...